The easiest action you can take to harden your browser and improve security is to keep it updated to the latest version. All major browser vendors regularly release updates that offer new functionalities or improvement to existing features. When it comes to security, the most desirable features include:
Evaluating and if necessary, filtering suspect links in search results or on a website (anti-phishing)
Scanning and if necessary, blocking suspect files from being downloaded (anti-malware)
Evaluating and if necessary, blocking insecure plugins
A built-in sandbox for each web browser process, so that it doesn't affect the operating system
Some browsers also include an auto-update function, so that you are notified and prompted to update it whenever a new version is released.